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Book chapter

Закономерности динамических характеристик экономических временных рядов с разным масштабом измерения

С. 294-299.
Перминов Г. И.

This paper the experimental research of dynamic characteristics self-similar scales of measurement financial time lines and quality check statistical, econometrics and intellectual methods of their analysis and forecasting is described. Research was carried out on 25 various financial time lines, including on lines of the prices of actions of the Russian and foreign companies, the prices for gold, oil, indexes of the MMVB, S&P, exchange rates, etc. The Analysis of these lines has confirmed presence of the common laws in change of structure of lines depending on scale.